Hsiu-lang Chen

Associate Professor of Finance at UIC, 2006-Present
 Visiting Associate Professor of Finance at Kellogg School of Management, Northwestern University, Fall 2005
Associate Professor of Finance at UIC, 2003-2005
 Assistant Professor of Finance at UIC, 1997-2003
 mailto:hsiulang@uic.edu
2425UH
(312) 355-1024
Snow Mountain of Taiwan

EDUCATION

 Ph.D., Finance, 1997, University of Illinois at Urbana-Champaign
M.S., Industrial Economics, 1987, National Central University
B.S., Applied Mathematics, 1985, National Chiao Tung University

 

PUBLICATIONS

Selected Published Papers

Chen, Hsiu-lang, Sheldon Gao, and Xiaoqing Hu, 2011, Closing and cloning in mutual funds, forthcoming Journal of Banking and Finance.

Chen, Hsiu-lang and George Pennacchi, 2009, Does prior performance affect a mutual fund's choice of risk? Theory and further empirical evidence, Journal of Financial and Quantitative Analysis 44, 745-775.

Chen, Hsiu-lang, 2006, On Russell index reconstitution, Review of Quantitative Finance and Accounting 26, 409-430.

Chen, Hsiu-lang and Re-Jin Guo, 2005, On corporate divestiture, Review of Quantitative Finance and Accounting 24, 399-421.

Chen, Hsiu-lang and Werner De Bondt, 2004, Style momentum within the S&P-500 Index, Journal of Empirical Finance 11,483-507.

Chen, Hsiu-lang, 2004, Style migration and industry evolution, Review of Accounting and Finance 3,27-46.

Chen, Hsiu-lang, 2003, On Characteristics momentum, Journal of Behavioral Finance 4,137-156.

Chan, Louis K. C., Hsiu-lang Chen, and Josef Lakonishok, 2002, On mutual fund investment styles, Review of Financial Studies 15, 1407-1437.

Bassett, Gilbert and Hsiu-lang Chen, 2001, Portfolio style: Return-based attribution using quantile regression, Empirical Economics 26, 293-305.

Chen, Hsiu-lang, Narasimhan Jegadeesh, and Russell Wermers, 2000, The value of active mutual fund management: An examination of stockholdings and trades of fund managers, Journal of Financial and Quantitative Analysis 35, 343-368.

Working Papers

Chen, Hsiu-lang and Gilbert Bassett, 2011, Attribution with Fama-French Factors. Footnote Tables.

Chen, Hsiu-lang, 2009, Gradual Diffusion of Upstream and Downstream Earnings News --Implications for Stock Prices, awarded a research grant by INQUIRE-UK (Institute for Quantitative Investment Research) and UIC ICFD (International Center for Futures and Derivatives), presented at Annual Meetings of Midwest Finance Association held in Chicago, March 3~5, 2011, and the autumn conference of INQUIRE-UK held in Grantham, UK, September 26-28, 2010.

Chen, Hsiu-lang and Russell Wermers, Style Migration and the Cross-Section of Average Stock Returns, presented at the Annual Meetings of American Finance Association held in Denver, on January 7-9, 2011, and the spring conference of INQUIRE UK held in Dublin, Ireland, on March 13-15, 2005.

 

TEACHING INTERESTS

Investments, Corporate Finance, and Portfolio Management.

 

RESEARCH INTERESTS

Style investing; Mutual funds/Hedge funds; Style migration and the cross-section of average stock returns; Information diffusion.

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University of Illinois at Chicago
College of Business Administration
601 S. Morgan Street Chicago, Illinois 60607